NIFTY
Nifty
Historical option data for NIFTY
16 Sep 2024 04:11 PM IST
| NIFTY 27000 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI | ||||
| 16 Sept | 25383.75 | 0.65 | -0.65 | 1,21,96,825 | 6,26,150 | 50,60,175 | ||||
| 13 Sept | 25356.50 | 1.3 | -0.05 | 1,85,57,400 | 15,65,450 | 44,34,025 | ||||
| 12 Sept | 25388.90 | 1.35 | 0.00 | 85,51,925 | 23,70,050 | 28,68,575 | ||||
| 11 Sept | 24918.45 | 1.35 | -0.20 | 8,71,825 | 4,50,475 | 4,98,525 | ||||
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| 10 Sept | 25041.10 | 1.55 | -0.10 | 91,425 | 15,750 | 48,050 | ||||
| 9 Sept | 24936.40 | 1.65 | -1.65 | 98,350 | -15,925 | 32,300 | ||||
| 6 Sept | 24852.15 | 3.3 | 0.85 | 97,700 | 30,650 | 48,225 | ||||
| 5 Sept | 25145.10 | 2.45 | -0.95 | 17,750 | 7,025 | 17,575 | ||||
| 4 Sept | 25198.70 | 3.4 | -0.10 | 10,300 | 5,525 | 10,550 | ||||
| 3 Sept | 25279.85 | 3.5 | -0.45 | 6,800 | 3,075 | 5,025 | ||||
| 2 Sept | 25278.70 | 3.95 | 3,050 | 1,950 | 1,950 | |||||
For Nifty - strike price 27000 expiring on 19SEP2024
Delta for 27000 CE is -
Historical price for 27000 CE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 0.65, which was -0.65 lower than the previous day. The implied volatity was -, the open interest changed by 626150 which increased total open position to 5060175
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1.3, which was -0.05 lower than the previous day. The implied volatity was -, the open interest changed by 1565450 which increased total open position to 4434025
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1.35, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 2370050 which increased total open position to 2868575
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 1.35, which was -0.20 lower than the previous day. The implied volatity was -, the open interest changed by 450475 which increased total open position to 498525
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 1.55, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 15750 which increased total open position to 48050
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 1.65, which was -1.65 lower than the previous day. The implied volatity was -, the open interest changed by -15925 which decreased total open position to 32300
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 3.3, which was 0.85 higher than the previous day. The implied volatity was -, the open interest changed by 30650 which increased total open position to 48225
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 2.45, which was -0.95 lower than the previous day. The implied volatity was -, the open interest changed by 7025 which increased total open position to 17575
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 3.4, which was -0.10 lower than the previous day. The implied volatity was -, the open interest changed by 5525 which increased total open position to 10550
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 3.5, which was -0.45 lower than the previous day. The implied volatity was -, the open interest changed by 3075 which increased total open position to 5025
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 3.95, which was lower than the previous day. The implied volatity was -, the open interest changed by 1950 which increased total open position to 1950
| NIFTY 27000 PE | ||||||
|---|---|---|---|---|---|---|
| Date | Close | Ltp | Change | Volume | Change OI | OI |
| 16 Sept | 25383.75 | 1569 | -88.00 | 850 | 625 | 925 |
| 13 Sept | 25356.50 | 1657 | -51.15 | 525 | 150 | 300 |
| 12 Sept | 25388.90 | 1708.15 | -971.95 | 225 | 150 | 150 |
| 11 Sept | 24918.45 | 2680.1 | 0.00 | 0 | 0 | 0 |
| 10 Sept | 25041.10 | 2680.1 | 0.00 | 0 | 0 | 0 |
| 9 Sept | 24936.40 | 2680.1 | 0.00 | 0 | 0 | 0 |
| 6 Sept | 24852.15 | 2680.1 | 0.00 | 0 | 0 | 0 |
| 5 Sept | 25145.10 | 2680.1 | 2680.10 | 0 | 0 | 0 |
| 4 Sept | 25198.70 | 0 | 0.00 | 0 | 0 | 0 |
| 3 Sept | 25279.85 | 0 | 0.00 | 0 | 0 | 0 |
| 2 Sept | 25278.70 | 0 | 0 | 0 | 0 | |
For Nifty - strike price 27000 expiring on 19SEP2024
Delta for 27000 PE is -
Historical price for 27000 PE is as follows
On 16 Sept NIFTY was trading at 25383.75. The strike last trading price was 1569, which was -88.00 lower than the previous day. The implied volatity was -, the open interest changed by 625 which increased total open position to 925
On 13 Sept NIFTY was trading at 25356.50. The strike last trading price was 1657, which was -51.15 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 300
On 12 Sept NIFTY was trading at 25388.90. The strike last trading price was 1708.15, which was -971.95 lower than the previous day. The implied volatity was -, the open interest changed by 150 which increased total open position to 150
On 11 Sept NIFTY was trading at 24918.45. The strike last trading price was 2680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 10 Sept NIFTY was trading at 25041.10. The strike last trading price was 2680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 9 Sept NIFTY was trading at 24936.40. The strike last trading price was 2680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 6 Sept NIFTY was trading at 24852.15. The strike last trading price was 2680.1, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 5 Sept NIFTY was trading at 25145.10. The strike last trading price was 2680.1, which was 2680.10 higher than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 4 Sept NIFTY was trading at 25198.70. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 3 Sept NIFTY was trading at 25279.85. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0
On 2 Sept NIFTY was trading at 25278.70. The strike last trading price was 0, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0